NYMEX Light Sweet Crude Oil Future May 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
81.71 |
83.14 |
1.43 |
1.8% |
80.85 |
| High |
83.21 |
84.49 |
1.28 |
1.5% |
83.21 |
| Low |
81.52 |
82.60 |
1.08 |
1.3% |
80.55 |
| Close |
83.17 |
83.71 |
0.54 |
0.6% |
83.17 |
| Range |
1.69 |
1.89 |
0.20 |
11.8% |
2.66 |
| ATR |
1.66 |
1.68 |
0.02 |
1.0% |
0.00 |
| Volume |
293,774 |
321,059 |
27,285 |
9.3% |
1,079,943 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.27 |
88.38 |
84.75 |
|
| R3 |
87.38 |
86.49 |
84.23 |
|
| R2 |
85.49 |
85.49 |
84.06 |
|
| R1 |
84.60 |
84.60 |
83.88 |
85.05 |
| PP |
83.60 |
83.60 |
83.60 |
83.82 |
| S1 |
82.71 |
82.71 |
83.54 |
83.16 |
| S2 |
81.71 |
81.71 |
83.36 |
|
| S3 |
79.82 |
80.82 |
83.19 |
|
| S4 |
77.93 |
78.93 |
82.67 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.29 |
89.39 |
84.63 |
|
| R3 |
87.63 |
86.73 |
83.90 |
|
| R2 |
84.97 |
84.97 |
83.66 |
|
| R1 |
84.07 |
84.07 |
83.41 |
84.52 |
| PP |
82.31 |
82.31 |
82.31 |
82.54 |
| S1 |
81.41 |
81.41 |
82.93 |
81.86 |
| S2 |
79.65 |
79.65 |
82.68 |
|
| S3 |
76.99 |
78.75 |
82.44 |
|
| S4 |
74.33 |
76.09 |
81.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.49 |
80.55 |
3.94 |
4.7% |
1.56 |
1.9% |
80% |
True |
False |
280,200 |
| 10 |
84.49 |
80.30 |
4.19 |
5.0% |
1.55 |
1.9% |
81% |
True |
False |
291,573 |
| 20 |
84.49 |
76.43 |
8.06 |
9.6% |
1.63 |
1.9% |
90% |
True |
False |
245,537 |
| 40 |
84.49 |
71.52 |
12.97 |
15.5% |
1.69 |
2.0% |
94% |
True |
False |
185,210 |
| 60 |
84.49 |
70.37 |
14.12 |
16.9% |
1.89 |
2.3% |
94% |
True |
False |
143,386 |
| 80 |
84.49 |
68.85 |
15.64 |
18.7% |
1.97 |
2.4% |
95% |
True |
False |
113,692 |
| 100 |
84.49 |
68.85 |
15.64 |
18.7% |
2.03 |
2.4% |
95% |
True |
False |
93,956 |
| 120 |
84.49 |
68.85 |
15.64 |
18.7% |
2.03 |
2.4% |
95% |
True |
False |
80,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.52 |
|
2.618 |
89.44 |
|
1.618 |
87.55 |
|
1.000 |
86.38 |
|
0.618 |
85.66 |
|
HIGH |
84.49 |
|
0.618 |
83.77 |
|
0.500 |
83.55 |
|
0.382 |
83.32 |
|
LOW |
82.60 |
|
0.618 |
81.43 |
|
1.000 |
80.71 |
|
1.618 |
79.54 |
|
2.618 |
77.65 |
|
4.250 |
74.57 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
83.66 |
83.31 |
| PP |
83.60 |
82.92 |
| S1 |
83.55 |
82.52 |
|